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It's a very good book... But predicting volatility is harder than predicting price... hard to find a book that delves into profitable volatility models..

The Ironman triathlon was on NBC today... It's always crazy because these people have insane stories often about what drove them to get to be Ironman athletes and remember they had to qualify to get to Hawaii! Some of these guys have no legs, or are pushing their passengers (maybe a disabled...

Actually I think that estimate was wrong... I was hoping you had that info and were just engaging the ET readership... Try this out - 1130X100X.15X20= 339K - their last bit is hard to calculate, not sure how that works... either way its a lot of money parked for a 3% or so return...

Isn't that the purpose of Algorithmic trading, VWAP, etc.. to find an edge in the Bid Ask data??

$225K

She must be reading zerohedge to piece her story together....

If you were getting bonds with 15% yield, I'm sure Buffett's bought or sold CDS protection on them to control risk...

1938 Adolf Hitler 1939 Joseph Stalin 1942 Joseph Stalin 1979 Ayatullah Khomeini 1990 The Two George Bushes 2006 You 2007 Vladimir Putin I think he's the only central banker on the list??

It's perfectly logical to assume that college is a 35 year bubble (the posted article was written in 1975) As a connected aside- look at the S&P500 as a surrogate for US productivity growth - obviously there has been none in 10 years other than a bloated financial sector bent on replacing the...

financial engineering is like using a magnifying glass to look at the sun...

Ya, sounds like they need 1 for every 375 people... haha what a joke.

is that kudlow underneath the desk???

http://www.funnyordie.com/videos/d1053830d7/you-like-the-juice-juice-is-good

I don't know why the counter is set so high.... It seems to be doing two different things - one is running in a loop while the other function is to act as a counter for the # of days that have passed for the strategy... I think that might have been causing an issue... I'm not familiar with...

Amibroker could do that. Probably a lot of work even for someone with experience on it though... Create a for loop that keeps running a certain # of cycles, or a while loop that runs for some condition .. Basic idea is to create a function that sets the variables - Buy Sell Short...

This doesn't answer your question directly, but its a good clear overview of the problems Japan is facing... Another good source is Richard Koo's book- http://www.amazon.com/Holy-Grail-Macroeconomics-Lessons-Recession/dp/0470823879 It describes the idea of a balance sheet recession...

The problem with options newsletters is that its very difficult to communicate your trades to people effectively and timely so that they actually make money. You could give away good free picks, and the majority will give up after one or two failed trades. I'm thinking of one where you have a...

It takes the US $6 to generate $1 of growth right now. Something is obviously wrong with their overpriced educations, illchosen vocations, and deposition towards debt instead of savings... Obviously its cheaper, more effective, and less risky to bring in immigrants who've already been...

Trading efficiency could be reverse engineered through a backtest. Run your strategy against an idealized system that had perfect information ahead of time. To get perfect information calculate the total # of % moves up and down over the test period. Thats the ideal scenario. See how well your...

look for firms that really put a premium on risk and apply there.... Macro firms - GLG, Brevan Howard Options - Optiver Equities - Capital Fund Management, European divisions of Moore, Tudor, SAC, etc... Fund of Funds - EIM